CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 1.5728 1.5694 -0.0034 -0.2% 1.5595
High 1.5775 1.5694 -0.0081 -0.5% 1.5762
Low 1.5680 1.5694 0.0014 0.1% 1.5500
Close 1.5683 1.5694 0.0011 0.1% 1.5762
Range 0.0095 0.0000 -0.0095 -100.0% 0.0262
ATR 0.0084 0.0079 -0.0005 -6.2% 0.0000
Volume 826 498 -328 -39.7% 1,205
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.5694 1.5694 1.5694
R3 1.5694 1.5694 1.5694
R2 1.5694 1.5694 1.5694
R1 1.5694 1.5694 1.5694 1.5694
PP 1.5694 1.5694 1.5694 1.5694
S1 1.5694 1.5694 1.5694 1.5694
S2 1.5694 1.5694 1.5694
S3 1.5694 1.5694 1.5694
S4 1.5694 1.5694 1.5694
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.6461 1.6373 1.5906
R3 1.6199 1.6111 1.5834
R2 1.5937 1.5937 1.5810
R1 1.5849 1.5849 1.5786 1.5893
PP 1.5675 1.5675 1.5675 1.5697
S1 1.5587 1.5587 1.5738 1.5631
S2 1.5413 1.5413 1.5714
S3 1.5151 1.5325 1.5690
S4 1.4889 1.5063 1.5618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5860 1.5680 0.0180 1.1% 0.0052 0.3% 8% False False 590
10 1.5860 1.5500 0.0360 2.3% 0.0040 0.3% 54% False False 447
20 1.5860 1.5345 0.0515 3.3% 0.0034 0.2% 68% False False 401
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5694
2.618 1.5694
1.618 1.5694
1.000 1.5694
0.618 1.5694
HIGH 1.5694
0.618 1.5694
0.500 1.5694
0.382 1.5694
LOW 1.5694
0.618 1.5694
1.000 1.5694
1.618 1.5694
2.618 1.5694
4.250 1.5694
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 1.5694 1.5770
PP 1.5694 1.5745
S1 1.5694 1.5719

These figures are updated between 7pm and 10pm EST after a trading day.

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